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Introduction Distinct biological factors exist that affect the natural history of HIV and the host immune response between women and men. These differences must be addressed to permit the optimal design of effective HIV eradication strategies for much of the HIV‐positive population. Methods and results Here, we review the literature on sex‐based differences in HIV pathogenesis and natural history in tissues and anatomic compartments, HIV latency and transcriptional activity, and host immunity including the role of sex hormones. We then outline the potential effects of these differences on HIV persistence, and on the safety and efficacy of HIV eradication and curative interventions. Finally, we discuss the next steps necessary to elucidate these factors to achieve a cure for HIV, taking in account the complex ethical issues and the regulatory landscape in the hopes of stimulating further research and awareness in these areas. Conclusions Targeted enrolment of women in clinical trials and careful sex‐based analysis will be crucial to gain further insights into sex‐based differences in HIV persistence and to design sex‐specific approaches to HIV eradication, if required.